@Super GingerBoy, I'm happy to explain, and I'll try to keep it short.
SPOILER WARNING.
Jon Snow (left) is trying to prepare for an army of undead in the north part of their continent, Westeros. He's learned of a mineral that can work against them, which is very abundant in the island that Danaerys (middle) is currently plotting with her own army in. Jon, dubbed "the King in the North" travels to this island to meet up with Danaerys, the rightful heir to the throne (which rules the entire continent, including the north). She says she can help him with his army of the dead issue, if he pledges his allegiance and "bends the knee" to her and her dynasty, and help her reclaim the throne. Jon thinks this is stupid, and that there's a legit threat coming, and he keeps refusing to do so. So every 20 minutes, she keeps telling him to bend the knee.
Hope this helps!

@Grybo, Also, if it helps understand future jokes, there's a pretty well-accepted theory right now stating that (unbeknownst to everyone, including them) Danaerys is Jon Snow's blood relative, specifically his aunt.